ECBOT 30 Year Treasury Bond Future December 2008
| Trading Metrics calculated at close of trading on 15-Oct-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Oct-2008 |
15-Oct-2008 |
Change |
Change % |
Previous Week |
| Open |
114-26 |
113-29 |
-0-30 |
-0.8% |
120-10 |
| High |
115-14 |
115-00 |
-0-14 |
-0.4% |
122-12 |
| Low |
113-27 |
113-08 |
-0-19 |
-0.5% |
116-00 |
| Close |
114-25 |
114-08 |
-0-17 |
-0.5% |
116-20 |
| Range |
1-18 |
1-24 |
0-05 |
9.9% |
6-11 |
| ATR |
2-05 |
2-04 |
-0-01 |
-1.4% |
0-00 |
| Volume |
36,935 |
223,174 |
186,239 |
504.2% |
1,719,326 |
|
| Daily Pivots for day following 15-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-12 |
118-17 |
115-07 |
|
| R3 |
117-20 |
116-26 |
114-23 |
|
| R2 |
115-29 |
115-29 |
114-18 |
|
| R1 |
115-02 |
115-02 |
114-13 |
115-16 |
| PP |
114-05 |
114-05 |
114-05 |
114-12 |
| S1 |
113-11 |
113-11 |
114-03 |
113-24 |
| S2 |
112-14 |
112-14 |
113-30 |
|
| S3 |
110-22 |
111-19 |
113-25 |
|
| S4 |
108-31 |
109-28 |
113-09 |
|
|
| Weekly Pivots for week ending 10-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
137-12 |
133-11 |
120-04 |
|
| R3 |
131-01 |
127-00 |
118-12 |
|
| R2 |
124-22 |
124-22 |
117-25 |
|
| R1 |
120-21 |
120-21 |
117-07 |
119-16 |
| PP |
118-11 |
118-11 |
118-11 |
117-24 |
| S1 |
114-10 |
114-10 |
116-01 |
113-05 |
| S2 |
112-00 |
112-00 |
115-15 |
|
| S3 |
105-21 |
107-31 |
114-28 |
|
| S4 |
99-10 |
101-20 |
113-04 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
119-02 |
113-08 |
5-26 |
5.1% |
1-30 |
1.7% |
17% |
False |
True |
253,032 |
| 10 |
122-12 |
113-08 |
9-04 |
8.0% |
2-07 |
1.9% |
11% |
False |
True |
281,363 |
| 20 |
122-16 |
113-08 |
9-08 |
8.1% |
2-07 |
1.9% |
11% |
False |
True |
300,178 |
| 40 |
123-28 |
113-08 |
10-20 |
9.3% |
1-28 |
1.6% |
9% |
False |
True |
294,825 |
| 60 |
123-28 |
112-14 |
11-14 |
10.0% |
1-20 |
1.4% |
16% |
False |
False |
197,091 |
| 80 |
123-28 |
112-06 |
11-22 |
10.2% |
1-16 |
1.3% |
18% |
False |
False |
147,885 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-11 |
|
2.618 |
119-17 |
|
1.618 |
117-25 |
|
1.000 |
116-23 |
|
0.618 |
116-02 |
|
HIGH |
115-00 |
|
0.618 |
114-10 |
|
0.500 |
114-04 |
|
0.382 |
113-29 |
|
LOW |
113-08 |
|
0.618 |
112-06 |
|
1.000 |
111-16 |
|
1.618 |
110-14 |
|
2.618 |
108-23 |
|
4.250 |
105-28 |
|
|
| Fisher Pivots for day following 15-Oct-2008 |
| Pivot |
1 day |
3 day |
| R1 |
114-07 |
114-30 |
| PP |
114-05 |
114-23 |
| S1 |
114-04 |
114-15 |
|